DZ Bank Put 32 FRE 20.09.2024
/ DE000DJ2M396
DZ Bank Put 32 FRE 20.09.2024/ DE000DJ2M396 /
9/9/2024 8:14:02 AM |
Chg.+0.003 |
Bid9:18:26 AM |
Ask9:18:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.009EUR |
+50.00% |
0.007 Bid Size: 150,000 |
0.017 Ask Size: 150,000 |
FRESENIUS SE+CO.KGAA... |
32.00 - |
9/20/2024 |
Put |
Master data
WKN: |
DJ2M39 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
32.00 - |
Maturity: |
9/20/2024 |
Issue date: |
9/22/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-110.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.23 |
Parity: |
-0.12 |
Time value: |
0.03 |
Break-even: |
31.70 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
2.51 |
Spread abs.: |
0.02 |
Spread %: |
200.00% |
Delta: |
-0.25 |
Theta: |
-0.02 |
Omega: |
-27.46 |
Rho: |
0.00 |
Quote data
Open: |
0.009 |
High: |
0.009 |
Low: |
0.009 |
Previous Close: |
0.006 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.77% |
1 Month |
|
|
-94.38% |
3 Months |
|
|
-96.40% |
YTD |
|
|
-98.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.016 |
0.006 |
1M High / 1M Low: |
0.160 |
0.006 |
6M High / 6M Low: |
0.740 |
0.006 |
High (YTD): |
4/3/2024 |
0.740 |
Low (YTD): |
9/6/2024 |
0.006 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.063 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.365 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
338.58% |
Volatility 6M: |
|
248.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |